In a linear model with fixed population coefficients, latent coefficients, and measurement error, misspecification of some population coefficients distorts predictions of the latent coefficients, with the distortion governed by residual regressor information and alignment of the misspecification.
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Misspecified Model Estimation and Its Impact on Predictions
In a linear model with fixed population coefficients, latent coefficients, and measurement error, misspecification of some population coefficients distorts predictions of the latent coefficients, with the distortion governed by residual regressor information and alignment of the misspecification.